+54.1%
CCL vs TCOM
+13.4%
+40.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -0.1% | -7.6% | +7.5% | +1.7% |
| 30D | -20.0% | -12.2% | -7.7% | -17.6% |
| 3M | -13.7% | -14.2% | +0.6% | -11.0% |
| 6M | -9.0% | -25.0% | +16.0% | -3.0% |
| YTD | -22.8% | -43.7% | +20.9% | -12.9% |
| 1Y | -25.3% | -44.5% | +19.2% | -15.4% |
| 3Y | +54.1% | +13.4% | +40.6% | +41.9% |
| All | +54.1% | +13.4% | +40.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling